Weak Solutions of Forward–Backward SDE's (Q4804867)
From MaRDI portal
scientific article; zbMATH DE number 1903051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Solutions of Forward–Backward SDE's |
scientific article; zbMATH DE number 1903051 |
Statements
Weak Solutions of Forward–Backward SDE's (English)
0 references
28 April 2003
0 references
forward-backward stochastic differential equation
0 references
backward stochastic differential equation
0 references
weak solution
0 references
Yamada-Watanabe theorem
0 references
0 references
0 references
